How do I keep the curve round when setting the threads farther apart?
When you increase the Screw setting and stretch the screw, you increase the slope of the helix. Unfortunately, the modifier doesn't automatically tilt the profile correspondingly, so the profile isn't at right-angles to the slope. To correct this:


In the header, or Tab, go into Edit Mode
In the header, or  . on the keyboard, set the Pivot to 'Median Point'
Ensure the eye and little cube are checked in the Screw Modifier, so you can see what you're doing while editing.
A select all of  the mesh of your profile circle
Rotate (RX) the mesh about its median point in global X until it's at right-angles to the slope of the screw thread.